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Search: subject:"double-conditional smoothing"
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Feng, Yuanhua
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Schäfer, Bastian
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Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628585
Saved in:
2
Bandwidth selection for the local polynomial
double
conditional
smoothing
under spatial ARMA errors
Schäfer, Bastian
-
2021
Persistent link: https://www.econbiz.de/10012806378
Saved in:
3
Double-conditional
smoothing
of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects
Feng, Yuanhua
-
Department Volkswirtschaftslehre, Fachbereich für …
-
2013
This paper introduces a spatial framework for high-frequency returns and a faster
double-conditional
smoothing
…
Persistent link: https://www.econbiz.de/10010902041
Saved in:
4
Double-conditional
smoothing
of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects
Feng, Yuanhua
-
2013
Persistent link: https://www.econbiz.de/10010194494
Saved in:
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